Uncertain mean-variance model for dynamic project portfolio selection problem with divisibility

DOI10.1007/s10700-018-9283-6zbMath1426.91252OpenAlexW2785647583MaRDI QIDQ2272422

Xingmei Li, Qingyou Yan, Yaxian Wang, Xin-Chao Zhao

Publication date: 10 September 2019

Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10700-018-9283-6

zbMATH Keywords

uncertainty theoryexisting project adjustment (i.e. dynamic)project divisibilityproject portfolio selection problem

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (8)

An analytic solution for multi-period uncertain portfolio selection problem ⋮ Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory ⋮ A clustering‐based review on project portfolio optimization methods ⋮ Uncertain portfolio optimization problem under a minimax risk measure ⋮ Portfolio optimization in real financial markets with both uncertainty and randomness ⋮ Portfolio management with background risk under uncertain mean-variance utility ⋮ Project portfolio selection based on multi-project synergy ⋮ An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences

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